Identification of mixture models using support variations
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Publication:496146
DOI10.1016/j.jeconom.2015.06.022zbMath1337.62051OpenAlexW2240656013MaRDI QIDQ496146
Philippe Février, Xavier D'Haultfœuille
Publication date: 18 September 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://crest.science/RePEc/wpstorage/2010-12.pdf
Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Auctions, bargaining, bidding and selling, and other market models (91B26) Matching models (91B68)
Related Items (6)
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS ⋮ Prices, profits, proxies, and production ⋮ Discussion of “Risk Preference Types, Limited Consideration, and Welfare” by Levon Barseghyan and Francesca Molinari ⋮ Identifiability of nonparametric mixture models and Bayes optimal clustering ⋮ Empirical relevance of ambiguity in first-price auctions ⋮ Identification and estimation of risk aversion in first-price auctions with unobserved auction heterogeneity
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